SOFR

1-Month 0.07527

3-Month 0.07331

6-Month 0.06371

1-Year   0.04174

ICE-SETTLED LIBOR 06/29/2020

1-Month Libor Set    0.17100           -.00730            (99.82900)

3-Month Libor Set    0.29610           -.01180            (99.70390)

6-Month Libor Set    0.36690           +.00550           (99.63310)

1-Year   Libor Set     0.55588           -.01037            (99.44412)

curves06.29.20